Optimised risk provisioning leads to the right "risk-bearing capital"

Pricing, Scoring, Rating using Machine Learning

The credit spread is required for the credit application process. The credit spread should take into account the expected credit loss for an individual deal. As an alternative to conventional methods of scoring, rating and PD determination, machine learning can also be used, for this purpose, on the basis of a performance database filled with Deep Learning.

FERNBACH provides an API that can be integrated into the credit application process. We have other solutions for credit monitoring, accounting and backtesting.